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Inception Date
May 1, 2020
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

TRGOX Performance Chart

T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) is up 1.3% since the beginning of the year. TRGOX is currently trading at $85 per share. Investors who bought $1,000 worth of TRGOX shares 5 years ago would now be looking at an investment worth $1,650.


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S&P 500 Index

Returns By Period

T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) has returned 1.29% so far this year and 16.66% over the past 12 months.


T. Rowe Price Large-Cap Growth Fund Investor Class

1D
1.65%
1M
-1.07%
YTD
1.29%
6M
1.10%
1Y
16.66%
3Y*
22.92%
5Y*
10.54%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRGOX Monthly Returns History

Based on dividend-adjusted daily data since May 4, 2020, TRGOX's average daily return is +0.07%, while the average monthly return is +1.49%. At this rate, an investment would double in approximately 3.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +12.5%, while the worst month was Apr 2022 at -14.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TRGOX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.3%, while the worst single day was Apr 4, 2025 at -5.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.83%-3.50%-5.60%12.51%5.34%-3.45%1.29%
20252.69%-2.62%-7.93%1.38%8.26%6.26%2.45%1.61%3.30%4.31%-2.01%-0.60%17.31%
20243.86%6.39%2.19%-4.23%5.49%6.39%-1.38%2.28%1.68%-0.02%6.51%3.65%37.39%
20238.23%-1.98%7.57%2.77%4.99%5.97%3.39%-0.24%-5.01%0.20%9.57%4.03%46.03%
2022-10.56%-4.00%1.00%-14.01%-2.85%-7.78%12.06%-4.80%-8.99%4.99%3.12%-7.96%-35.36%
20210.90%2.51%0.17%7.18%-1.57%6.64%2.31%2.36%-5.03%5.63%-0.69%-0.08%21.49%

Benchmark Metrics

T. Rowe Price Large-Cap Growth Fund Investor Class has an annualized alpha of -2.55%, beta of 1.19, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since May 04, 2020.

  • This fund participated in 106.89% of S&P 500 Index downside but only 104.92% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.55% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.55%
Beta
1.19
0.84
Upside Capture
104.92%
Downside Capture
106.89%

Expense Ratio

TRGOX has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TRGOX ranks 12 for risk / return — in the bottom 12% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


TRGOX Risk / Return Rank: 1212
Overall Rank
TRGOX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TRGOX Sortino Ratio Rank: 1414
Sortino Ratio Rank
TRGOX Omega Ratio Rank: 1414
Omega Ratio Rank
TRGOX Calmar Ratio Rank: 1010
Calmar Ratio Rank
TRGOX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TRGOXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.18

1.37

-0.19

Calmar ratioReturn relative to maximum drawdown

0.89

2.78

-1.89

Martin ratioReturn relative to average drawdown

2.75

12.44

-9.69

Dividends

Dividend History

T. Rowe Price Large-Cap Growth Fund Investor Class provided a 13.55% dividend yield over the last twelve months, with an annual payout of $11.58 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$2.00$4.00$6.00$8.00$10.00$12.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$11.58$11.58$8.07$1.34$1.78$0.84$0.22

Dividend yield

13.55%13.73%9.85%2.04%3.89%1.15%0.36%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Large-Cap Growth Fund Investor Class. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$11.58$11.58
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.07$8.07
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.34$1.34
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.78$1.78
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.84$0.84

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price Large-Cap Growth Fund Investor Class. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the T. Rowe Price Large-Cap Growth Fund Investor Class was 41.29%, occurring on Jan 5, 2023. Recovery took 341 trading sessions.

The current T. Rowe Price Large-Cap Growth Fund Investor Class drawdown is 4.45%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-41.29%Jan 2023
1y 1mo1y 4mo
2y 6moNov 2021 - May 2024
2025 selloff2025
-21.19%Apr 2025
2mo 11d2mo 18d
4mo 29dJan 2025 - Jun 2025
2026 correction2026
-18.23%Mar 2026
5mo 1d1mo 29d
7moOct 2025 - May 2026
2020 correction2020
-11.57%Sep 2020
20d2mo 5d
2mo 25dSep 2020 - Nov 2020
2024 correction2024
-11.09%Aug 2024
25d2mo 5d
3moJul 2024 - Oct 2024

Drawdown Indicators


TRGOXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.29%

-56.78%

+15.49%

Max Drawdown (1Y)

Largest decline over 1 year

-18.23%

-9.10%

-9.13%

Max Drawdown (3Y)

Largest decline over 3 years

-21.19%

-18.90%

-2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-41.29%

-25.43%

-15.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-4.45%

-1.80%

-2.65%

Average Drawdown

Average peak-to-trough decline

-11.41%

-10.71%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.87%

2.03%

+3.84%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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